The District of Columbia's metropolitan police department had earlier said on Twitter that two people where shot outside of the ballpark.
It later said in a follow-up tweet that "two additional victims associated with the incident walked into area hospitals for treatment of gunshot wounds."
The Washington Post reported that a man was shot in the leg and a woman was shot in the back, with wounds not said to be life-threatening, citing the police.
A baseball game that had been in progress between the Washington Nationals and the San Diego Padres was suspended as a result of the shooting.
Play is expected to resume on Sunday, followed by the regularly scheduled game.
The shooting occurred in the sixth inning.